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doi.org/10.1007/s00181-019-01714-4
Other
On the pricing of overnight market risk
Patrizia Perras
2
,
Niklas Wagner
11
View all 2 authors
Empirical Economics
1.90
Volume: 59, Issue: 3, Pages: 1307 - 1327
Published
: May 18, 2019
5
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Paper Fields
Security market line
Law
Biology
Capital asset pricing model
Stock market
Equity premium puzzle
Portfolio
Market risk
Economics
Risk premium
Market liquidity
Paleontology
Market portfolio
Political science
Monetary economics
Econometrics
Horse
Financial economics
Equity (law)
Paper Details
Title
On the pricing of overnight market risk
DOI
doi.org/10.1007/s00181-019-01714-4
Published Date
May 18, 2019
Journal
Empirical Economics
Volume
59
Issue
3
Pages
1307 - 1327
Notes
History
View all history